The 36-year-old Argentinian fired into the top corner from outside the box to give Miami the lead against Nashville SC in the Leagues Cup final.
Fafa Picault levelled in the second half to send the game to penalties.
Miami sealed a 10-9 shootout win when Drake Callender saved Nashville goalkeeper Elliot Panicco’s spot-kick.
Miami had the worst record in Major League Soccer this season before World Cup-winning forward Messi arrived last month alongside former Barcelona team-mates Jordi Alba and Sergio Busquets.
They are now unbeaten in seven games on their way to winning the Leagues Cup, a tournament featuring MLS and Mexican Liga MX clubs.
It was the club’s first trophy since being formed in 2020.
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They also have the chance to reach another final when they play Cincinnati in the semi-final of the US Open Cup on Wednesday.
Co-owner David Beckham said the former Barcelona trio were instrumental in the club’s change in fortunes: “It is like a movie, you watch these players play and, emotionally, everything about their play is beautiful.”
Spain midfielder Busquets added: “The team is growing by leaps and bounds and we are very happy.
“We are making a solid team – and then we have Leo, who makes a difference because he’s the best in the world.”
The win also meant seven-time Ballon d’Or winner Messi – who was named player of the tournament – has now won 44 trophies, more than any other player.